-70.3%
ENPH vs XYL
+15.7%
-85.9%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.7% |
| 7D | -0.1% | +1.2% | -1.3% | -0.8% |
| 30D | -10.8% | -11.9% | +1.1% | -2.6% |
| 3M | -33.8% | -1.5% | -32.3% | -34.1% |
| 6M | -16.1% | -11.9% | -4.2% | -9.5% |
| YTD | +13.4% | -20.6% | +34.0% | +30.6% |
| 1Y | -2.6% | -23.5% | +20.9% | +15.1% |
| 3Y | -70.3% | +14.9% | -85.1% | -78.6% |
| All | -70.3% | +15.7% | -85.9% | -78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded XYL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling